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The value premium and time-varying volatility

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Li, X., Brooks, C. and Miffre, J. (2009) The value premium and time-varying volatility. Journal of Business Finance and Accounting, 36 (9-10). pp. 1252-1272. ISSN 1468-5957

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To link to this article DOI: 10.1111/j.1468-5957.2009.02163.x


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:18675
Publisher:Blackwell Publishing Ltd
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